+380.3%
MCO vs RUN
+42.2%
+338.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -3.8% | -3.7% | -0.1% | -3.4% |
| 30D | -0.4% | -13.0% | +12.6% | +1.0% |
| 3M | +7.7% | -31.8% | +39.5% | +11.7% |
| 6M | +7.0% | -32.2% | +39.2% | +10.2% |
| YTD | -6.4% | -53.5% | +47.1% | -1.1% |
| 1Y | -7.6% | -46.5% | +38.9% | -5.0% |
| 3Y | +43.2% | -37.6% | +80.8% | +23.9% |
| 5Y | +29.6% | -80.9% | +110.4% | +24.7% |
| All | +380.3% | +42.2% | +338.1% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling